Look at the two fields at the bottom of the Save dialogue.
This works in Notepad and Notetab:
File Name: NameOfYourFile.html
Save As Type: All Files
In Notetab you can also use:
File Name: NameOfYourFile
Save As Type: All Files (*.html;*.htm....)
You have probably saved the document with a double extension, NameOfYourFile.html.txt . That would happen if you type the full name with extension but leave the Save As Type field at the default, Text Files (or Text Documents).
I think you also have Windows configured to hide known file extension. This is risky for several reasons, but it's the factory setting, so if you haven't changed it yourself, that's how you have it. Open any folder and go to Tools | Folder Options . Click on the View tab and uncheck the box in front of "Hide extensions for know file types".
Good choice of editor. I also use Notetab.